+1,908.9%
ADM vs BN
+15,251.3%
-13,342.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +3.8% | -2.5% | +6.2% | +4.5% |
| 30D | +9.8% | -9.5% | +19.3% | +13.1% |
| 3M | +2.1% | -10.4% | +12.5% | +5.4% |
| 6M | +27.5% | -6.4% | +33.9% | +28.8% |
| YTD | +50.2% | -11.9% | +62.1% | +54.3% |
| 1Y | +40.6% | -8.6% | +49.2% | +42.1% |
| 3Y | +17.2% | +77.6% | -60.3% | -7.7% |
| 5Y | +61.9% | +37.0% | +24.9% | +35.5% |
| 10Y | +159.3% | +266.4% | -107.1% | +53.8% |
| All | +1,908.9% | +15,251.3% | -13,342.4% | +668.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling